129 citations · 382 across the 40 of their papers we have counts for
6 papers · 1 filter
Linear and anomalous front propagation in system with non Gaussian diffusion: the importance of tails
Maurizio Serva, Davide Vergni, Angelo Vulpiani
We investigate front propagation in systems with diffusive and sub-diffusive behavior. The scaling behavior of moments of the diffusive problem, both in the standard and in the ano…
Ising models on the Regularized Apollonian Network
M. Serva, U. L. Fulco, E. L. Albuquerque
We investigate the critical properties of Ising models on a Regularized Apollonian Network (RAN), here defined as a kind of Apollonian Network (AN) in which the connectivity asymme…
The human family tree and the Neandertal branch
Maurizio Serva
We consider a large population of asexually reproducing individuals in absence of selective pressure. The population size is maintained constant by the environment. We find out tha…
Growth Optimal Investment and Pricing of Derivatives
Erik Aurell, Roberto Baviera, Ola Hammarlid +2
We introduce a criterion how to price derivatives in incomplete markets, based on the theory of growth optimal strategy in repeated multiplicative games. We present reasons why the…
Indeterminacy in foreign exchange market
Michele Pasquini, Maurizio Serva
We discuss price variations distributions in foreign exchange markets, characterizing them both in calendar and business time frameworks. The price dynamics is found to be the resu…
Multiscale behaviour of volatility autocorrelations in a financial market
Michele Pasquini, Maurizio Serva
We perform a scaling analysis on NYSE daily returns. We show that volatility correlations are power-laws on a time range from one day to one year and, more important, that they exh…